+71.8%
ILMN vs FTI
+50.7%
+21.1%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.6% |
| 7D | +0.7% | +5.4% | -4.7% | +0.5% |
| 30D | -22.7% | -8.2% | -14.5% | -22.7% |
| 3M | +8.6% | -13.7% | +22.3% | +8.6% |
| 6M | +43.8% | -11.2% | +55.0% | +44.9% |
| YTD | +59.8% | +46.0% | +13.8% | +39.1% |
| 1Y | +71.8% | +51.8% | +20.0% | +46.0% |
| All | +71.8% | +50.7% | +21.1% | +46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded FTI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling